Nov 11, 2024  
School of Graduate Studies Calendar, 2016-2017 
    
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School of Graduate Studies Calendar, 2016-2017 [-ARCHIVED CALENDAR-]

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MATH 778 / Applied Computational Finance I

3 unit(s)

Introduction to scientific computing: floating-point arithmetic, error analysis. Lattice methods: binomial trees; numerical methods for parabolic PDEs; applications to option pricing.


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